Dodd Frank Act
Rejection of Commodity Futures Trading Commission rule brings short-term relief and longer-term uncertainty, say consultants
Publicly owned utilities say a growing number of energy companies are refusing to trade with them ahead of the deadline for swap dealer registration
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Dodd Frank Act articles
The decision by Ice to speed up the transition of its cleared OTC energy contracts to futures reflects regulatory uncertainty, and is likely to be replicated by other exchanges, says CFTC commissioner
The extraterritorial impact of the US Dodd-Frank could be sidestepped by Asian players opting to conduct swap trades with players outside of the regulation’s orbit
DTCC data repository has received provisional CFTC approval, just three weeks ahead of mandatory reporting for credit and rates, with forex reporting due to begin in January
SEC study finds large portion of clearing-eligible CDS still trading bilaterally
Buy-side firms will struggle to finish legal and operational work ahead of US mandated clearing deadlines – and they are not the only ones, says panel
Dealers hope to comply with new business conduct rules by amending thousands of Isda master agreements – but a standardised protocol published last month is expected to leave some clients cold
Prints and be damned
Down to the wire
Dealing with a data flood
Dealers expect new rules to hit the profitability of their business, but fewer expect to be able to pass the costs along – and more are anticipating a big drop in OTC trading volumes
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.